Would like to see future expansions in following order:
1. Space Market expansion focusing on trade and economy. This is the most important and cornerstone element of a grand strategy game, which is missing almost entirely in Stellaris. I'd really love to see civilian economy and trade in some way, maybe tied with consumer goods and various policies. Also complex rework of resource system. More options for external economic relations, more reasons to go after particular planets, some way of allowing two economies interact. From here we organically get to...
2. Culture Shock expansion focusing on diplomacy and espionage overhaul. While these two categories are extremely important and need more work to be viable from grand strategy perspective, I personally want it to also cover one thing I miss a lot in Stellaris - interactions between species. So it will not only enhance game on strategic level, but will also add some content. In the end this expansion should finally make Galaxy feel more alive and vibrant.
3. Stellar Conflict expansion focusing on wars and everything related to combat. More viable strategies, ship designs, improved ground combat etc. It is pretty straightforward in its scope. Hopefully a lot of good ideas from other Paradox games will be implemented.
4. After three grand mechanics expansions, I'd love to see them being integrated further (avoid EU4 mistakes) by free patch, tying up loose ends, focus on performance and bugs. Expansion itself should be concerned with content and further customization of your nation, focusing on theme of how different aliens may be - Truly Alien. Personally I would love to see more traits, more distinct and asymmetrical gameplay options for various ethical combinations, like religions for spiritualists or distinct pacifist planet development etc. Maybe even return of fleshed out individualists and collectivists.
5. Space Nation expansion to take advantage of revised ethical makeups and focus on internal management and science. Further work on factions and leaders. More sensible and distinct mechanics for all government types.
6. Previous five expansions should make early and middle game much more fun and full of things to do, so I want this one called Apocalypse to completely overhaul lategame crisises. They need to be more scaled and difficult if player is really advanced, there should be more types of such crisises etc. Also would like to see victory conditions finally implemented properly.